Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Premiums on stock index futures‐some evidence

5 references·11 citing·37 second hop

FromToDepth

this work references cited by second hop

References

1988Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices350 cited
1983Taxes and the Pricing of Stock Index Futures199 cited
1983The pricing of stock index futures192 cited
1983The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence174 cited
1984Explaining the Early Discounts on Stock Index Futures: The Case for Disequilibrium68 cited

Cited by

1993Short sales restrictions and the temporal relationship between stock index cash and derivatives markets44 cited
2000Standard and Poor?s depository receipts and the performance of the S&P 500 index futures market41 cited
2020Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets35 cited
1997Mispricing in Stock Index Futures: A Re‐Examination Using the SPI30 cited
1991Pricing stock index futures with stochastic interest rates28 cited
2004Price Expectation and the Pricing of Stock Index Futures27 cited
1993Stock index futures arbitrage in Finland: Theory and evidence in a new market27 cited
2001A Study of Arbitrage Efficiency Between the FTSE‐100 Index Futures and Options Contracts25 cited
2006Order Imbalance and the Pricing of Index Futures23 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2010Index arbitrage and the pricing relationship between Australian stock index futures and their underlying shares22 cited

1994The Impact of Short Sales Constraints on Stock Index futures Prices19 cited